Error propagation properties of recursive least-squares adaptation algorithms (Q1064310): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error propagation properties of recursive least-squares adaptation algorithms |
scientific article |
Statements
Error propagation properties of recursive least-squares adaptation algorithms (English)
0 references
1985
0 references
Many algorithms giving effective estimations of the coefficients of the equation \(y(t)+a_ 1y(t-1)+...+a_ ny(t-n)=e(t),\) \(t=0,1,..\). for observation data y(t) are known. Here e(t) is, for example, white noise. It is shown that some of the known algorithms are stable and some are unstable (exponentially) with respect to roundoff error. Results have various applications, in particular, in the theory of adaptive systems.
0 references
recursive identification
0 references
least-squares algorithm
0 references
